StockFetcher Forums · Filter Exchange · Momentum Filter - Help me strengthen it<< 1 2 >>Post Follow-up
sammyn
81 posts
msg #145118
Ignore sammyn
10/29/2018 10:01:03 AM

A possible filter for signal entries

How do I limit on only a green PSAR?

Fetcher[

and close above 4
and Average Volume(50) is above 100000
add column Average Day Range(30)
and average day range above .9
and close above ema(250)
and close is above open
and close is above lower Bollinger band(12,0.1)
and low is below lower Bollinger band(12,0.1)

and lower Bollinger Line(12,0.1) is lower Median Bollinger Line(12,0.1) one day ago

set{cntbb12,count( Median Bollinger Line(12,0.1) > Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12
Set {cntbb12b,count( Median Bollinger Line(12,0.1) < Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12b


/* BB12 is number of consecutive days Median Bollinger Line(12,0.1) above (+)/below(-) previous Median Bollinger Line(12,0.1) one day ago */
set{BB12b,days( Median Bollinger Line(12,0.1) is above Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12a,days( Median Bollinger Line(12,0.1) is below Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12, BB12a - BB12b} and add column BB12 {BB12}


draw Slow Stochastic(5,1) Fast %K
draw Slow Stochastic(5,1) Slow %D

and adx(14) above 20
and +di(14) above 20
and +di(14) above adx(14)
draw adx(14) line at 20

draw indicator ASI
draw indicator Parabolic SAR(0.055,0.34) on plot ASI

do not draw Average Day Range

]



sammyn
81 posts
msg #145119
Ignore sammyn
modified
10/29/2018 10:06:21 AM

Figured it out.

Added as "green" indicator. A little cleanup:
Fetcher[
and close above 4
and Average Volume(50) is above 100000
add column Average Day Range(30)
and average day range above .9
and close above ema(250)
and close is above open
and close is above lower Bollinger band(12,0.1)
and low is below lower Bollinger band(12,0.1)

and lower Bollinger Line(12,0.1) is lower Median Bollinger Line(12,0.1) one day ago

set{cntbb12,count( Median Bollinger Line(12,0.1) > Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12
/*
Set {cntbb12b,count( Median Bollinger Line(12,0.1) < Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12b
*/

set{green_psar, count(Parabolic SAR(0.055,0.34) below PP, 1)}
draw indicator green_psar


/* BB12 is number of consecutive days Median Bollinger Line(12,0.1) above (+)/below(-) previous Median Bollinger Line(12,0.1) one day ago */
set{BB12b,days( Median Bollinger Line(12,0.1) is above Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12a,days( Median Bollinger Line(12,0.1) is below Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12, BB12a - BB12b} and add column BB12 {BB12}


draw Slow Stochastic(5,1) Fast %K
draw Slow Stochastic(5,1) Slow %D

and adx(14) above 20
and +di(14) above 20
and +di(14) above adx(14)
draw adx(14) line at 20

do not draw Average Day Range




]



trying hard not to get excited about this filter. What am i missing?

sammyn
81 posts
msg #145121
Ignore sammyn
modified
10/29/2018 10:40:07 AM

with increasing ADX(14)
Fetcher[
and close above 4
and Average Volume(50) is above 100000
add column Average Day Range(30)
and average day range above .9
and close above ema(250)
and close is above open
and close is above lower Bollinger band(12,0.1)

and lower Bollinger Line(12,0.1) < lower Bollinger Line(12,0.1) one day ago

set{cntbb12,count( Median Bollinger Line(12,0.1) > Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12
/*
Set {cntbb12b,count( Median Bollinger Line(12,0.1) < Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12b
*/

set{green_psar, count(Parabolic SAR(0.055,0.34) below PP, 1)}
draw indicator green_psar


/* BB12 is number of consecutive days Median Bollinger Line(12,0.1) above (+)/below(-) previous Median Bollinger Line(12,0.1) one day ago */
set{BB12b,days( Median Bollinger Line(12,0.1) is above Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12a,days( Median Bollinger Line(12,0.1) is below Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12, BB12a - BB12b} and add column BB12 {BB12}


draw Slow Stochastic(5,1) Fast %K
draw Slow Stochastic(5,1) Slow %D

and adx(14) above 20
set{adx_1dayago, adx(14)one day ago}
and adx(14) > adx_1dayago
and +di(14) above 20
and +di(14) above adx(14)
draw adx(14) line at 20

do not draw Average Day Range
]



sammyn
81 posts
msg #145124
Ignore sammyn
modified
10/29/2018 12:14:36 PM

found a way to filter on positive slopes
(removed the increasing adx(14)

Fetcher[and close above 4
and Average Volume(50) is above 100000
add column Average Day Range(30)
and average day range above .9
and close above ema(250)
and close is above open
and close is above lower Bollinger band(12,0.1)

set{bb_1dayago, lower Bollinger band(12,0.1) 1 days ago}
and lower Bollinger band(12,0.1) > bb_1dayago
do not draw bb_1dayago

/* positive slope */
set{lr_slope,slope of Linear Regression(90,1)}
and lr_slope > .1
do not draw lr_slope

set{cntbb12,count( Median Bollinger Line(12,0.1) > Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12
/*
Set {cntbb12b,count( Median Bollinger Line(12,0.1) < Median Bollinger Line(12,0.1) one day ago ,1)}
draw cntbb12b
*/

set{green_psar, count(Parabolic SAR(0.055,0.34) below PP, 1)}
draw indicator green_psar


/* BB12 is number of consecutive days Median Bollinger Line(12,0.1) above (+)/below(-) previous Median Bollinger Line(12,0.1) one day ago */
set{BB12b,days( Median Bollinger Line(12,0.1) is above Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12a,days( Median Bollinger Line(12,0.1) is below Median Bollinger Line(12,0.1) one day ago ,250)}
set{BB12, BB12a - BB12b} and add column BB12 {BB12}


draw Slow Stochastic(5,1) Fast %K
draw Slow Stochastic(5,1) Slow %D

and adx(14) above 20
do not draw adx_1dayago
and +di(14) above 20
and +di(14) above adx(14)
draw adx(14) line at 20

do not draw Average Day Range
]



StockFetcher Forums · Filter Exchange · Momentum Filter - Help me strengthen it<< 1 2 >>Post Follow-up

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